Firstly, there may be nothing wrong here but I just want to check my understanding.
As an example, in a backtest I want to place an EntryStop based on the last candles volume say. (note: my data is 'end of time period' timestamped). The time recorded for the action is not the time the candle is recorded as being but rather the start time of the candle.
Example: at 09:00 I check the volume of the last candle, that last candle being the 09:00 candle that is the recorded traded data between 08:59 and 09:00. If the volume is high enough I place an entry stop during the same OnBarUpdate loop at 09:00. If a trade happens immediately this would be during the 09:01 candle (that is, between 09:00- and 09:01 in my data) but the time of entry is recorded as 09:00 within OnExecution. The chart shows the activity on the 09:01 candle. Is it the case that the backtester is noting the trade as always occurring at the start of the candle rather than at the candle's specified time (that being the end point in my case)?
This just seems odd because when I see a reported time of trade of 09:00 I tend to think I should look at the 09:00 candle for the trade. As long as what I have written above is correct it is slightly irrelevant.
Hopefully that's clear.
Thanks in advance,
darmbk.
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